Invariance principles in Besov spaces, Gaussian processes and long-range dependence
DOI10.1007/S13370-011-0059-1zbMATH Open1281.60024OpenAlexW2002106144MaRDI QIDQ384773FDOQ384773
Authors: Salah Hajji, El Hassan Lakhel 
Publication date: 28 November 2013
Published in: Afrika Matematika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13370-011-0059-1
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Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)
Cites Work
- Mixing: Properties and examples
- Moment bounds for stationary mixing sequences
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- The Invariance Principle for Stationary Processes
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Noncentral limit theorems and Appell polynomials
- Arbitrage with Fractional Brownian Motion
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- Fractional Brownian motion, random walks and binary market models
- On Convergence of Stochastic Processes
- Stochastic analysis of the fractional Brownian motion
- Quelques espaces fonctionnels associés à des processus gaussiens
- Moment bounds for associated sequences
- Weak convergence in Besov spaces to fractional Brownian motion
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Cited In (6)
- Weak invariance principle in some Besov spaces for stationary martingale differences
- Invariance principle, multifractional Gaussian processes and long-range dependence
- An invariance principle of Donsker type in the class of Besov-Orlicz spaces
- Donsker Type Theorem in Besov Spaces Involving Regularly Varying Functions
- Invariance principle for functions of stationarily connected Gaussian variables
- Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion
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